/**
* Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.security.cds;
import static org.testng.AssertJUnit.assertEquals;
import org.testng.annotations.Test;
import com.opengamma.core.id.ExternalSchemes;
import com.opengamma.util.money.Currency;
import com.opengamma.util.test.AbstractFudgeBuilderTestCase;
import com.opengamma.util.test.TestGroup;
import com.opengamma.util.time.Tenor;
/**
* Test.
*/
@Test(groups = TestGroup.UNIT)
public class CDSIndexDefinitionSecurityFudgeEncodingTest extends AbstractFudgeBuilderTestCase {
private static final CreditDefaultSwapIndexDefinitionSecurity s_cdsIndexDefnSecurity;
static {
CreditDefaultSwapIndexComponent component1 = new CreditDefaultSwapIndexComponent("A", ExternalSchemes.markItRedCode("SZRTY"), 10.5, ExternalSchemes.isinSecurityId("ABC3456"));
CreditDefaultSwapIndexComponent component2 = new CreditDefaultSwapIndexComponent("B", ExternalSchemes.markItRedCode("ERT234"), 5.7, ExternalSchemes.isinSecurityId("ABC7890"));
CDSIndexComponentBundle components = CDSIndexComponentBundle.of(component1, component2);
CreditDefaultSwapIndexDefinitionSecurity security = new CreditDefaultSwapIndexDefinitionSecurity("1", "5", "CDX", Currency.USD, 0.4,
CDSIndexTerms.of(Tenor.ONE_WEEK, Tenor.ONE_YEAR),
components);
security.setName("TEST_CDSINDEX_SEC");
security.addExternalId(ExternalSchemes.markItRedCode("CDXI234"));
s_cdsIndexDefnSecurity = security;
}
@Test
public void testCycle() {
assertEquals(s_cdsIndexDefnSecurity, cycleObject(CreditDefaultSwapIndexDefinitionSecurity.class,
s_cdsIndexDefnSecurity));
}
}